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Statistical Modelling in Finance

Unit code:

MATH68191

Credit Rating:

15

Unit level:

Level 6

Teaching period(s):

Semester 1

Offered by

School of Mathematics

Available as a free choice unit?:

N

Requisites

None

Additional Requirements

Students are not permitted to take more than one of MATH38191 or MATH48191 for credit in the same or different undergraduate year. Students are not permitted to take MATH48191 and MATH68191 for credit in an undergraduate programme and then a postgraduate programme.

Aims

Students should gain an insight into statistical models and methods to fit financial data and assess risk. As a result they should be able to analyse financial data using statistical methods.

Overview

This course unit is set up to support the finance pathway of the BSc in Mathematics and Statistics. No previous knowledge of finance is required.

Learning outcomes

On successful completion of the course, students will be able to analyse economic and financial data using statistical models. Emphasis will be placed on model fitting and interpretation.

Feedback methods

Feedback tutorials will provide an opportunity for students' work to be discussed and provide feedback on their understanding. Coursework or in-class tests (where applicable) also provide an opportunity for students to receive feedback. Students can also get feedback on their understanding directly from the lecturer, for example during the lecturer's office hour.